Cs. Bányász, L. Keviczky: Discrete-time identification of linear dynamic process (SZTAKI Tanulmányok 84/1978)

TABLE OP CONTENTS Page ABSTRACT 5 SYMBOLS 7 I. LNTRODUCTION 5 1.1 Formulation of the problem ? 1.2 Structure of the applied models 13 1.3 Parameter estimation methods 28 1.4 On the continuous-time correspondence of discrete-time system models 34 II. OFF-LINE IDENTIFICATION METHODS FOR SINGLE OUTPUT SYSTEMS 38 2.1 Least squares method 40 2.2 Maximum likelihood method 42 2.3 The generalized least squares method 58 2.4 The extended matrix methods. Quasiline­arization 63 2.5 The method of instrumental variables yg 2.6 The priori knowledge fitting method g2 2.7 The KOOPMANS-LEVIN method 87 2.8 Identification in closed loop ^6 III. OFF-LINE IDENTIFICATION METHODS FOR MULTIPLE OUTPUT SYSTEMS 102 3.1 Least squares method 105 3.2 Maximum likelihood method 108 3.3 The generalized least squares method 115 3.4 Extended matrix methods 120 3.5 The priori knowledge fitting method 122

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